Optimization Strategies Based on Sequential Quadratic Programming Applied for a Fermentation Process for Butanol Production

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Lattice constellations and codes from quadratic number fields

We propose new classes of linear codes over integer rings of quadratic extensions of Q, the field of rational numbers. The codes are considered with respect to a Mannheim metric, which is a Manhattan metric modulo a two-dimensional (2-D) grid. In particular, codes over Gaussian integers and Eisenstein-Jacobi integers are extensively studied. Decoding algorithms are proposed for these codes when up to two coordinates of a transmitted code vector are affected by errors of arbitrary Mannheim weight. Moreover, we show that the proposed codes are maximum-distance separable (MDS), with respect to the Hamming distance. The practical interest in such Mannheim-metric codes is their use in coded modulation schemes based on quadrature amplitude modulation (QAM)-type constellations, for which neither the Hamming nor the Lee metric is appropriate.

Predictor-Corrector Primal-Dual Interior Point Method for Solving Economic Dispatch Problems: A Postoptimization Analysis

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

The hierarchical model of branch planning with random coefficients

We consider the management branch model where the random resources of the subsystem are given by the exponential distributions. The determinate equivalent is a block structure problem of quadratic programming. It is solved effectively by means of the decomposition method, which is based on iterative aggregation. The aggregation problem of the upper level is resolved analytically. This overcomes all difficulties concerning the large dimension of the main problem.

A nonlinear model for the long-term hydro-thermal generation scheduling problem over multiple areas with transmission constraints

This paper presents a nonlinear model with individual representation of plants for the centralized long-term hydrothermal scheduling problem over multiple areas. In addition to common aspects of long-term scheduling, this model takes transmission constraints into account. The ability to optimize hydropower exchange among multiple areas is important because it enables further minimization of complementary thermal generation costs. Also, by considering transmission constraints for long-term scheduling, a more precise coupling with shorter horizon schedules can be expected. This is an important characteristic from both operational and economic viewpoints. The proposed model is solved by a sequential quadratic programming approach in the form of a prototype system for different case studies. An analysis of the benefits provided by the model is also presented. ©2009 IEEE.

Um método previsor-corretor primal-dual de pontos interiores barreira logarítmica modificada, com estratégias de convergência global e de ajuste cúbico, para problemas de programação não-linear e não-convexa

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Método previsor-corretor primal-dual de pontos interiores em problemas multiobjetivo de despacho econômico e ambiental

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Sistemas autônomos de iluminacão pública em corrente contínua

Pós-graduação em Engenharia Elétrica - FEIS

Análise de risco em carteiras

The work consists of analyzing the risk management of investments by applying statistical concepts, economic and mathematical models considering the assets on the market on renowned financial institution. The assessment of these risks becomes increasingly interesting in view of minimizing your losses thus maximizing your chances of gains in both markets boom as extreme uncertainty, even with the sudden changes of scenery. Introducing concepts of investment funds, as well as the classification of the types of funds as funds management and equity, its guidelines, the concept of market investment funds. The types of assets comprising the investment funds, their taxation rules beyond the incidents that market widely used by investors and skilled people, both physical and legal, who keep their resources in this modality. With the historical data collected yields of investment funds of the Bank of Brazil, is an accomplished inflation adjustment and calculated the mean and variance for the verification of the model of Markowitz efficient frontier, a method used as investment analysis. This scan is used Matlab to obtain the set (or border) efficient portfolios. Once verified such data, there will be a critique of the Markowitz model as a quadratic programming and more coherent risk measures currently studied as VaR and CVaR minimizing the expected error, approaching our studies of current research. It is found that such studies have much to be explored, since there are many discussions about how effectively measure risk investments such as its characteristic and behavior, using a time series and volatility

Medida indireta da clorofila e sua relação com o manejo da adubação nitrogenada em plantas cítricas fertirrigadas

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Three-Dimensional Semiautomatic Road Extraction From a High-Resolution Aerial Image by Dynamic-Programming Optimization in the Object Space

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

PERIODIC PERTURBATION of QUADRATIC SYSTEMS WITH TWO INFINITE HETEROCLINIC CYCLES

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Periodic perturbations of quadratic planar polynomial vector fields

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Binary integer programming formulations for scheduling in market-driven foundries

This paper describes the development and solution of binary integer formulations for production scheduling problems in market-driven foundries. This industrial sector is comprised of small and mid-sized companies with little or no automation, working with diversified production, involving several different metal alloy specifications in small tailor-made product lots. The characteristics and constraints involved in a typical production environment at these industries challenge the formulation of mathematical programming models that can be computationally solved when considering real applications. However, despite the interest on the part of these industries in counting on effective methods for production scheduling, there are few studies available on the subject. The computational tests prove the robustness and feasibility of proposed models in situations analogous to those found in production scheduling at the analyzed industrial sector. (C) 2010 Elsevier Ltd. All rights reserved.

A Beam Search Method to Solve the Problem of Assignment Cells to Switches in a Cellular Mobile Network

Assigning cells to switches in a cellular mobile network is known as an NP-hard optimization problem. This means that the alternative for the solution of this type of problem is the use of heuristic methods, because they allow the discovery of a good solution in a very satisfactory computational time. This paper proposes a Beam Search method to solve the problem of assignment cell in cellular mobile networks. Some modifications in this algorithm are also presented, which allows its parallel application. Computational results obtained from several tests confirm the effectiveness of this approach and provide good solutions for large scale problems.